In Sutton and Barto (PDF, page 265), 2nd edition, Figure 13.1 applies REINFORCE to the "short corridor with switched actions" environment from Example 13.1. The figure looks like this:
My question is, why is the initial performance so poor? I believe it should be close to optimal even without any training.
My reasoning is this: If we initialize the algorithm with $\boldsymbol{\theta} = \boldsymbol{0}$, then the initial policy has
$$\pi({\tt right}|s,\boldsymbol{\theta}) = \frac{e^{\theta_1}}{e^{\theta_1} + e^{\theta_2}} = 0.5.$$
And from the figure in Example 13.1 (p. 323) --
-- we know that a policy that goes $\tt{right}$ with probability 0.5 in every state has an expected value that is very close to that of the optimal policy, around $-12$ or so. So shouldn't the policies produced by REINFORCE start close to optimal with essentially no training, and then just improve little to none after that?
My own experiment supports my hunch:
But it's possible I'm doing something wrong, both theoretically and computationally.